Edizione	[1st ed. 2015.]
Pubbl/distr/stampa	Cham : , : Springer International Publishing : , : Imprint : Springer, , 2015
Descrizione fisica	1 online resource (L, 619 p. 63 illus., 24 illus. in color.)
Disciplina	519.2
Collana	Séminaire de Probabilités
Soggetto topico	Probabilities Probability Theory and Stochastic Processes
ISBN	9783319185859
Formato	Materiale a stampa
Livello bibliografico	Monografia
Lingua di pubblicazione	eng
Nota di contenuto	P. Salminen, J-Y. Yen, M. Yor: Integral representations of certain measures in the one-dimensional diffusions excursion theory -- J. Warren: Sticky Particles and Stochastic Flows -- T. Funaki: Infinitesimal invariance for the coupled KPZ equations -- J. Pitman, W. Tang: Patterns in random walks and Brownian motion -- J-F. Le Gall: Bessel processes, the Brownian snake and super-Brownian motion -- L. Alili, P. Graczyk, T. Zak: On inversions and Doob h-transforms of linear diffusions -- K. Yano, Y. Yano: On h-transforms of one-dimensional diffusions stopped upon hitting zero -- D. Bakry, O. Zribi: h-transforms and orthogonal polynomials -- A. Aksamit, T. Choulli, M. Jeanblanc: On an optional semi-martingale decomposition and the existence of the deator in an enlarged filtration -- J. Pitman: Martingale marginals do not always determine convergence -- J. Obloj, P. Spoida, N. Touzi: Martingale Inequalities for the Maximum via Pathwise Arguments -- P. Biane: Polynomials associated with finite Markov chains -- J. Najnudel: On σ-finite measures related to the Martin boundary of recurrent Markov chains -- P. Fitzsimmons, Y. Le Jan, J. Rosen: Loop measures without transition probabilities -- L.C.G. Rogers, M. Duembgen: The joint law of the extrema, final value and signature of a stopped random walk -- E. Azmoodeh, G. Peccati, G. Poly: Convergence towards linear combinations of chi-squared random variables: a Malliavin-based approach -- P-L Méliot, A. Nikeghbali: Mod-Gaussian convergence and its applications for models of statistical mechanics -- P. Baldi: On Sharp Large Deviations for the bridge of a general Diffusion -- N. Demni, A. Rouault, M. Zani: Large deviations for clocks of semi-stable processes -- N. O'Connell: Stochastic Backlund transformations -- N. Ikeda, H. Matsumoto: The Kolmogorov operator and classical mechanics -- A. Comtet , Y. Tourigny: Explicit formulae in probability and in statistical physics -- P. Bougerol: The Matsumoto and Yor process and infinite dimensional hyperbolic space -- L. Chaumont: Breadth first search coding of multitype forests with application to Lamperti representation -- L. Devroye, G. Letac: Copulas with prescribed correlation matrix -- D. Stroock: Remarks on the HRT Conjecture.
Record Nr.	UNINA-9910134931303321

Pubbl/distr/stampa	Cham, Switzerland : , : Springer Nature Switzerland AG, , [2022]
Descrizione fisica	1 online resource (399 pages)
Disciplina	519.2
Collana	Lecture Notes in Mathematics Séminaire de Probabilités
Soggetto topico	Probabilities Mathematics Probabilitats
Soggetto genere / forma	Llibres electrònics
ISBN	3-030-96409-4
Formato	Materiale a stampa
Livello bibliografico	Monografia
Lingua di pubblicazione	eng
Record Nr.	UNISA-996475750603316

Edizione	[1st ed. 2007.]
Pubbl/distr/stampa	Berlin ; ; Heidelberg : , : Springer-Verlag, , [2007]
Descrizione fisica	1 online resource (484 p.)
Disciplina	519.24
Collana	Lecture Notes in Mathematics
Soggetto topico	Distribution (Probability theory)
ISBN	3-540-71189-9
Formato	Materiale a stampa
Livello bibliografico	Monografia
Lingua di pubblicazione	ger
Nota di contenuto	Specialized Course -- An Introduction to (Stochastic) Calculus with Respect to Fractional Brownian Motion -- Local Time-Space Calculus -- A Change-of-Variable Formula with Local Time on Surfaces -- A Note on a Change of Variable Formula with Local Time-Space for Lévy Processes of Bounded Variation -- Integration with Respect to Self-Intersection Local Time of a One-Dimensional Brownian Motion -- Generalized It? Formulae and Space-Time Lebesgue–Stieltjes Integrals of Local Times -- Local Time-Space Calculus for Reversible Semimartingales -- Elements of Stochastic Calculus via Regularization -- On the Smooth-Fit Property for One-Dimensional Optimal Switching Problem -- Other Contributions -- A Strong Form of Stable Convergence -- Product of Harmonic Maps is Harmonic: A Stochastic Approach -- More Hypercontractive Bounds for Deformed Orthogonal Polynomial Ensembles -- No Multiple Collisions for Mutually Repelling Brownian Particles -- On the Joint Law of the L1 and L2 Norms of a 3-Dimensional Bessel Bridge -- Tanaka Formula for Symmetric Lévy Processes -- An Excursion-Theoretical Approach to Some Boundary Crossing Problems and the Skorokhod Embedding for Reflected Lévy Processes -- The Maximality Principle Revisited: On Certain Optimal Stopping Problems -- Correlated Processes and the Composition of Generators -- Representation of the Martingales for the Brownian Snake -- Discrete Sampling of Functionals of Ito Processes -- Ito's Integrated Formula for Strict Local Martingales with Jumps -- Enlargement of Filtrations and Continuous Girsanov-Type Embeddings -- On a Lemma by Ansel and Stricker -- General Arbitrage Pricing Model: I – Probability Approach -- General Arbitrage Pricing Model: II – Transaction Costs -- General Arbitrage Pricing Model: III – Possibility Approach.
Record Nr.	UNINA-9910485144903321

Edizione	[1st ed. 2008.]
Pubbl/distr/stampa	Berlin, Germany ; ; New York, New York : , : Springer, , [2008]
Descrizione fisica	1 online resource (X, 462 p.)
Disciplina	519.2
Collana	Séminaire de Probabilités
Soggetto topico	Probabilities Stochastic processes Statistical physics
ISBN	3-540-77913-2
Formato	Materiale a stampa
Livello bibliografico	Monografia
Lingua di pubblicazione	fre
Nota di contenuto	Spectral gap inequality for a colored disordered lattice gas -- On large deviations for the spectral measure of discrete Coulomb gas -- Estimates for moments of random matrices with Gaussian elements -- Geometric interpretation of the cumulants for random matrices previously defined as convolutions on the symmetric group -- Fluctuations of spectrally negative Markov additive processes -- On Continuity Properties of the Law of Integrals of Lévy Processes -- A Law of the Iterated Logarithm for Fractional Brownian Motions -- A simple theory for the study of SDEs driven by a fractional Brownian motion, in dimension one -- Proof of a Tanaka-like formula stated by J. Rosen in Séminaire XXXVIII -- Une preuve simple d’un résultat de Dufresne -- Creation or deletion of a drift on a Brownian trajectory -- Extending Chacon-Walsh: Minimality and Generalised Starting Distributions -- Transformations browniennes et compléments indépendants: résultats et problèmes ouverts -- Hyperbolic random walks -- The Hypergroup Property and Representation of Markov Kernels -- A new look at ‘Markovian’ Wiener-Hopf theory -- Separability and completeness for the Wasserstein distance -- A probabilistic interpretation to the symmetries of a discrete heat equation -- On the tail distributions of the supremum and the quadratic variation of a càdlàg local martingale -- The Burkholder-Davis-Gundy Inequality for Enhanced Martingales -- On Martingale Selectors of Cone-Valued Processes -- No asymptotic free lunch reviewed in the light of Orlicz spaces -- New methods in the arbitrage theory of financial markets with transaction costs.
Record Nr.	UNINA-9910483663703321

Edizione	[1st ed. 2019.]
Pubbl/distr/stampa	Cham : , : Springer International Publishing : , : Imprint : Springer, , 2019
Descrizione fisica	1 online resource (VIII, 562 p. 38 illus., 20 illus. in color.)
Disciplina	519.2
Collana	Séminaire de Probabilités
Soggetto topico	Probabilities Probability Theory and Stochastic Processes
ISBN	3-030-28535-9
Formato	Materiale a stampa
Livello bibliografico	Monografia
Lingua di pubblicazione	eng
Record Nr.	UNINA-9910360851103321